#earnings #ironcondor COST
Sold March 20, 265/275/345/355 for 1.91. The price is jumping all over.
Thanks for the data Jeff.
Tag Archives: Earnings
COST earnings analysis
#Earnings $COST reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Dec. 12, 2019 AC -1.83%
Oct. 3, 2019 AC +0.92%
May 30, 2019 AC -0.81%
March 7, 2019 AC +5.08% Biggest UP
Dec. 13, 2018 AC -8.58% Biggest DOWN
Oct. 4, 2018 AC -5.55%
May 31, 2018 AC -0.55%
March 7, 2018 AC -0.89%
Dec. 14, 2017 AC +3.32%
Oct. 5, 2017 AC -5.97%
May 25, 2017 AC +1.79%
March 2, 2017 AC -4.33%
Avg (+ or -) 3.30%
Bias -1.45%, negative bias on earnings.
With stock at 317.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 303.56 to 331.44
Based on AVERAGE one-day move over last 12 quarters: 307.02 to 327.98
Based on MAXIMUM one-day move over last 12 Q’s (8.6%): 290.26 to 344.74
Based on UP max only (+5.1%): 333.63
Open to requests for other symbols.
SPLK Earnings
#ShortStrangles #Earnings – Thanks @thomberg1201 for the idea.
Sold SPLK MAR 13 2020 130.0/172.5 Strangle @ 3.00
#earnings #shortstrangles SPLK Sold March…
SPLK earnings analysis
#Earnings $SPLK reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 21, 2019 AC +10.76%
Aug. 21, 2019 AC -7.83% Biggest DOWN
May 23, 2019 AC -7.32%
Feb. 28, 2019 AC -0.90%
Nov. 29, 2018 AC +9.93%
Aug. 23, 2018 AC +14.81%
May 24, 2018 AC -5.20%
March 1, 2018 AC +9.26%
Nov. 16, 2017 AC +17.89% Biggest UP
Aug. 24, 2017 AC +8.47%
May 25, 2017 AC -6.97%
Feb. 23, 2017 AC -3.23%
Avg (+ or -) 8.55%
Bias 3.31%, positive bias on earnings.
With stock at 150.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 135.06 to 164.94
Based on AVERAGE one-day move over last 12 quarters: 137.18 to 162.82
Based on MAXIMUM one-day move over last 12 Q’s (17.9%): 123.17 to 176.84
Based on UP max only (-7.8%): 138.26
Open to requests for other symbols.
#earnings #closing TGT Bought March…
DLTR earnings analysis
#Earnings $DLTR reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 26, 2019 BO -15.24% Biggest DOWN
Aug. 29, 2019 BO -1.93%
May 30, 2019 BO +3.13%
March 6, 2019 BO +5.11%
Nov. 29, 2018 BO +6.13% Biggest UP
Aug. 30, 2018 BO -15.54%
May 31, 2018 BO -14.28%
March 7, 2018 BO -14.47%
Nov. 21, 2017 BO +2.41%
Aug. 24, 2017 BO +5.62%
May 25, 2017 BO +0.92%
March 1, 2017 BO +0.20%
Avg (+ or -) 7.08%
Bias -3.16%, negative bias on earnings.
With stock at 83.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 76.44 to 89.56
Based on AVERAGE one-day move over last 12 quarters: 77.12 to 88.88
Based on MAXIMUM one-day move over last 12 Q’s (15.5%): 70.10 to 95.90
Based on UP max only (+6.1%): 88.09
Open to requests for other symbols.
#earnings #closing SQ Feb. 26,…
TGT earnings analysis
#Earnings $TGT reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 20, 2019 BO +14.05%
Aug. 21, 2019 BO +20.42% Biggest UP
May 22, 2019 BO +7.78%
March 5, 2019 BO +4.58%
Nov. 20, 2018 BO -11.26%
Aug. 22, 2018 BO +3.20%
May 23, 2018 BO -5.69%
March 6, 2018 BO -4.45%
Nov. 15, 2017 BO -9.86%
Aug. 16, 2017 BO +3.60%
May 17, 2017 BO +0.93%
Feb. 28, 2017 BO -12.16% Biggest DOWN
Avg (+ or -) 8.17%
Bias 0.93%, positive bias on earnings.
With stock at 107.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 99.01 to 115.99
Based on AVERAGE one-day move over last 12 quarters: 98.72 to 116.28
Based on MAXIMUM one-day move over last 12 Q’s (20.4%): 85.55 to 129.45
Based on DOWN max only (-12.2%): 94.43
NOTE: Five-day MAX moves are +21.00% and -13.39%
Open to requests for other symbols.
#earnings TGT Sold March 20…
#earnings TGT
Sold March 20 95/120 strangle for 2.51.
KSS earnings analysis
#Earnings $KSS reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 19, 2019 BO -19.48% Biggest DOWN
Aug. 20, 2019 BO -6.88%
May 21, 2019 BO -12.33%
March 5, 2019 BO +7.31% Biggest UP
Nov. 20, 2018 BO -9.22%
Aug. 21, 2018 BO +1.71%
May 22, 2018 BO -7.42%
March 1, 2018 BO -5.05%
Nov. 9, 2017 BO +0.93%
Aug. 10, 2017 BO -5.79%
May 11, 2017 BO -7.83%
Feb. 23, 2017 BO -2.08%
Avg (+ or -) 7.17%
Bias -5.51%, strong negative bias on earnings.
With stock at 38.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 34.63 to 41.37
Based on AVERAGE one-day move over last 12 quarters: 35.28 to 40.72
Based on MAXIMUM one-day move over last 12 Q’s (19.5%): 30.60 to 45.40
Based on UP max only (+7.3%): 40.78
NOTE: Five-day MAX moves are +4.81% and -19.52%
Open to requests for other symbols.
#earnings Jeff do you have…
AZO earnings analysis
#Earnings $AZO reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Dec. 10, 2019 BO +6.92% Biggest UP
Sept. 24, 2019 BO -4.41%
May 21, 2019 BO +5.56%
Feb. 26, 2019 BO +5.10%
Dec. 4, 2018 BO +6.74%
Sept. 18, 2018 BO -1.97%
May 22, 2018 BO -9.48%
Feb. 27, 2018 BO -11.06%
Dec. 5, 2017 BO +0.42%
Sept. 19, 2017 BO -5.00%
May 23, 2017 BO -11.84% Biggest DOWN
Feb. 28, 2017 BO -0.58%
Avg (+ or -) 5.76%
Bias -1.63%, negative bias on earnings.
With stock at 1030.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 951.27 to 1108.73
Based on AVERAGE one-day move over last 12 quarters: 970.71 to 1089.29
Based on MAXIMUM one-day move over last 12 Q’s (11.8%): 908.05 to 1151.95
Based on UP max only (+6.9%): 1101.28
NOTE: Five-day MAX moves are +7.60% and -9.93%
Open to requests for other symbols.
SPCE
Original trade:
#BullPutSpreads #Earnings – Selling slightly in the money. If I get lucky and the stock goes up it’ll be a nice winner. On the other hand, no matter how far it drops I’ll own stock about 1.70 below my basis which can be more than made up in one week of call selling with the extreme premium on this thing.
Sold SPCE FEB 28 2020 41.0/36.0 Bull Put Spreads @ 3.30
So…closing the long puts for the gains and letting the shorts get exercised. Non taxable account so selling the covered calls early using spreads. Yesterday bought puts to protect the position from anything crazy. Selling aggressively to reduce basis as quickly as possible during this high volatility.
Sold to Close SPCE FEB 28 2020 36.0 Puts @ 12.40
Sold SPCE MAR 6 2020 22.0/52.0 Bear Call Spreads @ 3.70
Bought 7x size SPCE JUL 17 2020 5.0 Puts @ .10
All said and done own the stock at 21.60 basis covered at 22 next week….whew!
#earnings SQ Sold March 20,…
#earnings SQ
Sold March 20, 65/95 strangle for 1.62.
Thanks for the data Jeff
#earnings #closing CRM Yesterday sold…
SQ earnings analysis
#Earnings $SQ reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 6, 2019 AC +5.00%
Aug. 1, 2019 AC -14.05% Biggest DOWN
May 1, 2019 AC -7.98%
Feb. 27, 2019 AC +2.42%
Nov. 7, 2018 AC -9.02%
Aug. 1, 2018 AC +8.65%
May 2, 2018 AC +1.13%
Feb. 27, 2018 AC +0.30%
Nov. 8, 2017 AC +3.40%
Aug. 2, 2017 AC -4.68%
May 3, 2017 AC +8.86%
Feb. 22, 2017 AC +14.02% Biggest UP
Avg (+ or -) 6.63%
Bias 0.67%, positive bias on earnings.
With stock at 78.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 71.10 to 84.90
Based on AVERAGE one-day move over last 12 quarters: 72.83 to 83.17
Based on MAXIMUM one-day move over last 12 Q’s (14.1%): 67.04 to 88.96
Based on UP max only (+14.0%): 88.94
Open to requests for other symbols.
#earnings SPCE BTC SPCE BuPS…
#earnings
SPCE
BTC SPCE BuPS for 1.65
Was STO yesterday for 1.35
#earnings #closing DE Feb. 20…
Feb. 20 sold a 150/155/175/180 #ironcondor for 1.76. DE went as high as 182 before coming back down the last 2 days. I bought the IC today for 1.67.
#earnings #putratiospread SPCE Sold March…
#earnings #putratiospread SPCE
Sold March 20, -26/-26/+30 ratio spread for .88
#earnings CRM Sold March 20,…
#earnings CRM
Sold March 20, 165/210 strangle for 2.30
SPCE Earnings
#BullPutSpreads #Earnings – Selling slightly in the money. If I get lucky and the stock goes up it’ll be a nice winner. On the other hand, no matter how far it drops I’ll own stock about 1.70 below my basis which can be more than made up in one week of call selling with the extreme premium on this thing.
Sold SPCE FEB 28 2020 41.0/36.0 Bull Put Spreads @ 3.30
SHAK earnings analysis
#Earnings $SHAK reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 4, 2019 AC -20.63% Biggest DOWN
Aug. 5, 2019 AC +18.24% Biggest UP
May 2, 2019 AC -4.30%
Feb. 25, 2019 AC +0.42%
Nov. 1, 2018 AC -13.88%
Aug. 2, 2018 AC -11.88%
May 3, 2018 AC +18.01%
Feb. 15, 2018 AC -7.71%
Nov. 1, 2017 AC -3.36%
Aug. 3, 2017 AC -5.45%
May 4, 2017 AC +9.20%
March 1, 2017 AC -2.63%
Avg (+ or -) 9.64%
Bias -2.00%, negative bias on earnings.
With stock at 74.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 63.23 to 84.77
Based on AVERAGE one-day move over last 12 quarters: 66.86 to 81.14
Based on MAXIMUM one-day move over last 12 Q’s (20.6%): 58.73 to 89.27
Based on UP max only (+18.2%): 87.50
Note: FIVE-day max moves are -26.30% and +25.21%. In most cases, SHAK continued in the same direction in the days following earnings.
Open to requests for other symbols.
PANW earnings analysis
#Earnings $PANW reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 25, 2019 AC -11.95%
Sept. 4, 2019 AC +5.76%
May 29, 2019 AC -5.11%
Feb. 26, 2019 AC +8.20%
Nov. 29, 2018 AC -1.76%
Sept. 6, 2018 AC +3.28%
June 4, 2018 BO -0.52%
Feb. 26, 2018 AC +2.31%
Nov. 20, 2017 AC +4.82%
Aug. 31, 2017 AC +10.53%
May 31, 2017 AC +17.20% Biggest UP
Feb. 28, 2017 AC -24.15% Biggest DOWN
Avg (+ or -) 7.97%
Bias 0.72%, small positive bias on earnings.
With stock at 237.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 219.01 to 254.99
Based on AVERAGE one-day move over last 12 quarters: 218.12 to 255.88
Based on MAXIMUM one-day move over last 12 Q’s (24.2%): 179.76 to 294.24
Based on UP max only (+17.2%): 277.76
Note: FIVE-day max moves are -23.93% and +18.49%, so not much difference.
Open to requests for other symbols.
OLED closed
#Earnings Bought to close $OLED Feb 21st 170/165 put spreads for .55. Sold yesterday fr 1.75.
OLED Earnings
#JadeLizards #Earnings – You never know what the next headline will be so taking this off now. Actually closed put side and will let calls expire…
Bought to Close OLED FEB 21 2020 157.5/185.0/187.5 Jade Lizard @ .35 (sold for 2.75)
OLED Earnings
#JadeLizards #Earnings – Selling the put with breakeven outside the expected move.
Sold OLED FEB 21 2020 157.5/185.0/187.5 Jade Lizard @ 2.75
OLED put spread
#Earnings A bullish position for a stock that has bullish tendency on earnings.
Sold to Open $OLED Feb 21st 170/165 put spreads for 1.70.
#earnings DE Sold March 20,…
#earnings DE
Sold March 20, 150/155/175/180 #ironcondor for 1.76. Thanks for the data Jeff.
DE earnings analysis
#Earnings $DE reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 27, 2019 BO -4.29%
Aug. 16, 2019 BO +3.84%
May 17, 2019 BO -7.65% Biggest DOWN
Feb. 15, 2019 BO -2.11%
Nov. 21, 2018 BO +2.42%
Aug. 17, 2018 BO +2.35%
May 18, 2018 BO +5.74%
Feb. 16, 2018 BO +1.57%
Nov. 22, 2017 BO +4.32%
Aug. 18, 2017 BO -5.37%
May 19, 2017 BO +7.30% Biggest UP
Feb. 17, 2017 BO +1.00%
Avg (+ or -) 4.00%
Bias 0.76%, positive bias on earnings.
With stock at 165.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 158.30 to 171.70
Based on AVERAGE one-day move over last 12 quarters: 158.41 to 171.59
Based on MAXIMUM one-day move over last 12 Q’s (7.7%): 152.38 to 177.62
Based on UP max only (+7.3%): 177.05
Open to requests for other symbols.
OLED earnings analysis
#Earnings $OLED reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 30, 2019 AC +15.27%
Aug. 1, 2019 AC -1.64%
May 2, 2019 AC +8.76%
Feb. 21, 2019 AC +23.03%
Nov. 1, 2018 AC -20.50% Biggest DOWN
Aug. 9, 2018 AC +13.54%
May 3, 2018 AC +12.43%
Feb. 22, 2018 AC -15.81%
Nov. 2, 2017 AC +9.52%
Aug. 3, 2017 AC -1.30%
May 4, 2017 AC +23.87% Biggest UP
Feb. 23, 2017 AC +20.08%
Avg (+ or -) 13.81%
Bias 7.27%, strongly positive bias on earnings.
With stock at 177.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 159.33 to 195.67
Based on AVERAGE one-day move over last 12 quarters: 153.41 to 202.59
Based on MAXIMUM one-day move over last 12 Q’s (23.9%): 135.51 to 220.49
Based on DOWN max only (-20.5%): 141.51
Open to requests for other symbols.
SEDG earnings analysis
#Earnings $SEDG reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 6, 2019 AC -0.01%
Aug. 6, 2019 AC +25.11% Biggest UP
May 6, 2019 AC +22.69%
Feb. 20, 2019 AC +1.46%
Nov. 1, 2018 AC -7.99%
Aug. 2, 2018 AC -13.94% Biggest DOWN
May 9, 2018 AC +16.53%
Feb. 14, 2018 AC +24.25%
Nov. 8, 2017 AC +19.38%
May 9, 2017 AC +11.04%
Feb. 14, 2017 AC +4.15%
Nov. 9, 2016 AC -0.71%
Avg (+ or -) 12.27%
Bias 8.50%, strongly positive bias on earnings.
With stock at 123.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 108.93 to 138.07
Based on AVERAGE one-day move over last 12 quarters: 108.34 to 138.66
Based on MAXIMUM one-day move over last 12 Q’s (25.1%): 92.49 to 154.51
Based on DOWN max only (-13.9%): 106.28
Open to requests for other symbols.
STMP Earnings
#JadeLizards #Earnings – Absolutely do not trust this one so playing a Jade Lizard way to the downside with breakeven at almost 2x the expected move. No upside risk but definitely need a down move to make much. Perfect number would be down 20…LOL
Sold STMP FEB 21 2020 65.0/80.0/83.0 Jade Lizards @ 3.26
Z earnings analysis
#Earnings $Z reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 7, 2019 AC +12.29%
Aug. 7, 2019 AC -15.29%
May 9, 2019 AC +5.04%
Feb. 21, 2019 AC +26.36% Biggest UP
Nov. 6, 2018 AC -26.92% Biggest DOWN
Aug. 6, 2018 AC -14.77%
May 7, 2018 AC -1.44%
Feb. 8, 2018 AC -2.67%
Nov. 7, 2017 AC +2.67%
Aug. 8, 2017 AC -9.05%
May 4, 2017 AC +9.29%
Feb. 7, 2017 AC -6.37%
Avg (+ or -) 11.01%
Bias -1.74%, negative bias on earnings.
With stock at 53.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 47.10 to 59.90
Based on AVERAGE one-day move over last 12 quarters: 47.61 to 59.39
Based on MAXIMUM one-day move over last 12 Q’s (26.9%): 39.10 to 67.90
Based on UP max only (+26.4%): 67.60
Open to requests for other symbols.
STMP earnings analysis
#Earnings $STMP reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 7, 2019 AC +12.28%
Aug. 7, 2019 AC +27.46%
May 8, 2019 AC -55.75%
Feb. 21, 2019 AC -57.76% Biggest DOWN
Oct. 31, 2018 AC -9.74%
Aug. 1, 2018 AC +8.43%
May 3, 2018 AC +3.91%
Feb. 21, 2018 AC +11.00%
Nov. 2, 2017 AC -22.59%
Aug. 2, 2017 AC +35.88% Biggest UP
May 3, 2017 AC -0.40%
Feb. 23, 2017 AC -1.60%
Avg (+ or -) 20.57%
Bias -4.07%, negative bias on earnings.
With stock at 93.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 72.11 to 113.89
Based on AVERAGE one-day move over last 12 quarters: 73.87 to 112.13
Based on MAXIMUM one-day move over last 12 Q’s (57.8%): 39.28 to 146.72
Based on UP max only (+35.9%): 126.37
Open to requests for other symbols.
HLF closed
#Earnings Bought to close $HLF Feb 21st 37 #ShortPuts for .05. Sold yesterday for .73
HLF earnings analysis & trade
#Earnings $HLF reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 29, 2019 AC +11.67%
Aug. 1, 2019 AC -6.77% Biggest DOWN
May 2, 2019 AC -4.51%
Feb. 19, 2019 AC -2.01%
Oct. 30, 2018 AC -2.61%
Aug. 1, 2018 AC +13.03% Biggest UP
May 3, 2018 AC +4.47%
Feb. 22, 2018 AC +3.00%
Nov. 2, 2017 AC -2.92%
Aug. 1, 2017 AC -1.95%
May 4, 2017 AC +11.57%
Feb. 23, 2017 AC -4.51%
Avg (+ or -) 5.75%
Bias 1.54%, positive bias on earnings.
With stock at 39.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 35.89 to 42.11
Based on AVERAGE one-day move over last 12 quarters: 36.76 to 41.24
Based on MAXIMUM one-day move over last 12 Q’s (13.00%): 33.92 to 44.08
Based on DOWN max only (-6.8%): 36.36
Open to requests for other symbols.
Expirations
#optionsexpiration #earnings
$ROKU 122 put Thank you @fuzzball STO 2.97
$ANET 215 put Thank you @fuzzball STO 2.90
$SHOP 460/465 BUPS STO 1.35
#optionsexpiration
$SPX 1 DTE Thank you @jeff
$AMRN 20 call
$PFE 38 call
$ROKU 120 put STO on 12/10 for earnings at 4.85.
$NUGT 30 call
$NUGT 32 call
$MRVL 24 put
$ROKU 140 call Too bad I still have the stock ($131 – $151 range for today)
Happy Valentine’s Day
Have a terrific three day weekend
NVDA Put Closed / ROKU Calls Rolled
#earnings #shortputs
$NVDA BTC 2/14 250 put at .20. STO yesterday at 2.55. Thank you @fuzzball.
#coveredcalls
$ROKU BTC 2/14 140 call and STO 2/21 145 call at .15 credit plus gain $5 if called away. Breakeven at 139.85. Unfortunately, stock looking like a lead balloon right now.
ANET NVDA ROKU TSLA UDOW
#ShortPuts #ShortStrangles #Earnings – 🙂 🙂 🙂 🙂
ANET: Take what I can get. Might re-load on more weakness.
Bought to Close ANET FEB 14 2020 215.0 Put @ 1.20 (sold for 3.40)
NVDA: Earnings quickie.
Bought to Close NVDA FEB 21 2020 250.0 Put @ .10 (sold for 2.80)
ROKU: Wow is all I can say. Also, thanks @Ramie for the idea on the new trade.
Bought to Close ROKU FEB 14 2020 115.0/175.0 Strangles @ .06 (sold for 2.75)
Bought to Close ROKU FEB 14 2020 122.0 Put @ .04 (sold for 3.10)
Bought to Close ROKU FEB 21 2020 115.0 Put @ .09 (sold for 2.43)
And:
Sold ROKU MAR 20 2020 120.0/190.0 Strangle @ 3.50
TSLA: Book early and re-load.
Bought to Close TSLA MAR 06 2020 450.0 Put @ .90 (sold for 4.00)
Sold TSLA MAR 20 2020 500.0 Put @ 3.10
UDOW:
Bought to Close UDOW FEB 21 2020 122.0 Put @ .30 (sold for 2.05)
BABA Puts Closed
#earnings #shortputs
$BABA BTC 2/14 212.5 puts at .14. STO yesterday at 1.13. TTMAR rather than LTMAC.
ROKU Earnings
#ShortStrangles #Earnings – Late fill…
Sold ROKU FEB 14 2020 115.0/175.0 Strangles @ 2.75
ROKU earnings analysis
#Earnings $ROKU reports tonight. Below are details on earnings one-day moves over the last 9 quarters (its entire history).
Nov. 6, 2019 AC -16.01%
Aug. 7, 2019 AC +20.85%
May 8, 2019 AC +28.11%
Feb. 21, 2019 AC +25.23%
Nov. 7, 2018 AC -22.29% Biggest DOWN
Aug. 8, 2018 AC +21.31%
May 9, 2018 AC -1.71%
Feb. 21, 2018 AC -17.71%
Nov. 8, 2017 AC +54.93% Biggest UP
Avg (+ or -) 23.13%
Bias 10.30%, strongly positive bias on earnings.
With stock at 140.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 117.10 to 162.90
Based on AVERAGE one-day move over last 9 quarters: 107.62 to 172.38
Based on MAXIMUM one-day move over last 9 Q’s (54.9%): 63.10 to 216.90
Based on DOWN max only (-22.3%): 108.79
Open to requests for other symbols.
ANET NVDA ROKU Earnings
#ShortPuts #Earnings – Taking a small shot at each of these…
Sold ANET FEB 14 2020 215.0 Put @ 3.40
Sold NVDA FEB 21 2020 250.0 Put @ 2.80 (went out an extra week)
Sold ROKU FEB 14 2020 122.0 Put @ 3.10
YELP “double calendar”
#Earnings #DoubleCalendar in quotes because I placed them near the expected moves rather than ATM. So maybe call it #EMDC. YELP tends to move, but rather not risk the $4+ to buy a Straddle.
Bought $YELP Feb14/Feb21 39 #CallCalendar for .17
Bought $YELP Feb14/Feb21 31 #PutCalendar for .133
You may be able to get these a bit cheaper. I bid below mid-price and was filled instantly on both.
ANET earnings analysis
#Earnings $ANET reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 31, 2019 AC -24.23% Biggest DOWN
Aug. 1, 2019 AC -10.32%
May 2, 2019 AC -10.43%
Feb. 14, 2019 AC +9.62%
Nov. 1, 2018 AC +6.97%
Aug. 2, 2018 AC -5.26%
May 3, 2018 AC -8.51%
Feb. 15, 2018 AC -18.98%
Nov. 2, 2017 AC +11.21%
Aug. 3, 2017 AC +19.43% Biggest UP
May 4, 2017 AC +3.22%
Feb. 16, 2017 AC +18.85%
Avg (+ or -) 12.25%
Bias -0.70%, slight negative bias on earnings.
With stock at 232.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 208.47 to 256.53
Based on AVERAGE one-day move over last 12 quarters: 204.45 to 261.55
Based on MAXIMUM one-day move over last 12 Q’s (24.2%): 176.54 to 289.46
Based on UP max only (+19.4%): 278.27
Open to requests for other symbols.
YELP earnings analysis
#Earnings $YELP reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 7, 2019 AC +15.43%
Aug. 8, 2019 AC +5.20%
May 9, 2019 AC -14.37%
Feb. 13, 2019 AC -0.70%
Nov. 8, 2018 AC -26.59% Biggest DOWN
Aug. 8, 2018 AC +26.65%
May 10, 2018 AC -7.81%
Feb. 7, 2018 AC -14.04%
Nov. 1, 2017 AC -0.10%
Aug. 3, 2017 AC +27.66% Biggest UP
May 9, 2017 AC -18.35%
Feb. 9, 2017 AC -13.64%
Avg (+ or -) 14.21%
Bias -1.72%, slight negative bias on earnings.
With stock at 35.30 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 30.81 to 39.79
Based on AVERAGE one-day move over last 12 quarters: 30.28 to 40.32
Based on MAXIMUM one-day move over last 12 Q’s (27.7%): 25.54 to 45.06
Based on DOWN max only (-26.6%): 25.91
Open to requests for other symbols.
NVDA earnings analysis
#Earnings $NVDA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 14, 2019 AC -2.66%
Aug. 15, 2019 AC +7.25%
May 16, 2019 AC -2.28%
Feb. 14, 2019 AC +1.81%
Nov. 15, 2018 AC -18.75% Biggest DOWN
Aug. 16, 2018 AC -4.90%
May 10, 2018 AC -2.15%
Feb. 8, 2018 AC +6.69%
Nov. 9, 2017 AC +5.26%
Aug. 10, 2017 AC -5.32%
May 9, 2017 AC +17.82% Biggest UP
Feb. 9, 2017 AC -2.37%
Avg (+ or -) 6.44%
Bias 0.03%, no significant bias on earnings.
With stock at 270.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 251.44 to 288.56
Based on AVERAGE one-day move over last 12 quarters: 252.62 to 287.38
Based on MAXIMUM one-day move over last 12 Q’s (18.8%): 219.38 to 320.63
Based on UP max only (+17.8%): 318.11
Open to requests for other symbols.
SWKS Strangle Closed
#earnings #shortstrangles
$SWKS BTC 2/21 110/145 strangle at .15. STO 1/23 for 1.67. Thank you @jsd501
BABA Earnings
#earnings #shortputs #becs
$BABA STO 2/14 212.50 put at 1.13
$BABA STO 2/14 235/240 BECS at .92
TAP dance
#Earnings . Bought to close $TAP Feb 14th 58 calls for .10. This will clear the way for a bigger profit if stock recovers. #DoubleCalendar bought yesterday for .17 and .20
EXAS Earnings
#ShortPuts #Earnings – Not worth holding for 3 more days…
Bought to Close EXAS FEB 14 2020 87.5 Puts @ .15 (sold for 1.05)
SHOP Earnings
#ShortPuts #Earnings – Thanks for playing. See you in 3 months!
Bought to Close SHOP FEB 14 2020 450.0 Put @ .10 (sold for 5.10)
BABA earnings analysis
#Earnings $BABA reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 1, 2019 BO -0.11%
Aug. 15, 2019 BO +3.02%
May 15, 2019 BO +1.57%
Jan. 30, 2019 BO +6.33% Biggest UP
Nov. 2, 2018 BO -2.41%
Aug. 23, 2018 BO -3.15%
May 4, 2018 BO +3.52%
Feb. 1, 2018 BO -5.90% Biggest DOWN
Nov. 2, 2017 BO -0.68%
Aug. 17, 2017 BO +2.77%
May 18, 2017 BO +0.45%
Jan. 24, 2017 BO +3.06%
Avg (+ or -) 2.75%
Bias 0.71%, positive bias on earnings.
With stock at 221.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 210.84 to 232.16
Based on AVERAGE one-day move over last 12 quarters: 215.41 to 227.59
Based on MAXIMUM one-day move over last 12 Q’s (6.3%): 207.48 to 235.52
Based on DOWN max only (-5.9%): 208.43
Open to requests for other symbols.
AMAT earnings analysis
#Earnings $AMAT reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 14, 2019 AC +8.95% Biggest UP
Aug. 15, 2019 AC -1.12%
May 16, 2019 AC +2.49%
Feb. 14, 2019 AC -3.95%
Nov. 15, 2018 AC +1.08%
Aug. 16, 2018 AC -7.71%
May 17, 2018 AC -8.24% Biggest DOWN
Feb. 14, 2018 AC +3.89%
Nov. 16, 2017 AC -2.33%
Aug. 17, 2017 AC +2.73%
May 18, 2017 AC +0.38%
Feb. 15, 2017 AC -0.87%
Avg (+ or -) 3.65%
Bias -0.39%, negative bias on earnings.
With stock at 65.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 61.61 to 68.39
Based on AVERAGE one-day move over last 12 quarters: 62.63 to 67.37
Based on MAXIMUM one-day move over last 12 Q’s (9.0%): 59.18 to 70.82
Based on DOWN max only (-8.2%): 59.64
Open to requests for other symbols.
SHOP
SHOP put spread
#Earnings Sold to Open $SHOP Feb 14th 465/460 put spreads for 1.40. Filled when stock hit 493.50, so short strike is 5.8% OTM. Stock has dropped more than that only twice on last 12 earnings.
TAP earnings analysis & trade
#Earnings $TAP reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 30, 2019 BO -3.09%
July 31, 2019 BO -5.14%
May 1, 2019 BO -7.54%
Feb. 12, 2019 BO -9.44%
Oct. 31, 2018 BO +9.94% Biggest UP
Aug. 1, 2018 BO +3.47%
May 2, 2018 BO -15.40% Biggest DOWN
Feb. 14, 2018 BO +6.26%
Nov. 1, 2017 BO +0.21%
Aug. 2, 2017 BO +2.95%
May 4, 2017 BO +0.92%
Feb. 14, 2017 BO +3.41%
Avg (+ or -) 5.65%
Bias -1.12%, negative bias on earnings.
With stock at 58.35 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 54.76 to 61.94
Based on AVERAGE one-day move over last 12 quarters: 55.05 to 61.65
Based on MAXIMUM one-day move over last 12 Q’s (15.4%): 49.36 to 67.34
Based on UP max only (+9.9%): 64.15
Open to requests for other symbols.
WYNN
#ShortPuts #Earnings – This was originally an earnings play so booking it on the bounce. There’s gotta be some China risk in this one…
Bought to Close WYNN FEB 21 2020 123.0 Puts @ .98 (sold for 2.08)
SHOP Earnings
#ShortPuts #Earnings – This stock has gone vertical and seems priced for perfection so this is kinda risky. Selling at the expected move. With very few positions on now, earnings is about the only action.
Sold SHOP FEB 14 2020 450.0 Put @ 5.10
SHOP earnings analysis
#Earnings $SHOP reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 29, 2019 BO -3.81%
Aug. 1, 2019 BO +7.39%
April 30, 2019 BO +7.85%
Feb. 12, 2019 BO +1.37%
Oct. 25, 2018 BO +12.03% Biggest UP
July 31, 2018 BO -6.66%
May 1, 2018 BO -4.45%
Feb. 15, 2018 BO +0.28%
Oct. 31, 2017 BO -9.02% Biggest DOWN
Aug. 1, 2017 BO +5.77%
May 2, 2017 BO +7.40%
Feb. 15, 2017 BO +8.13%
Avg (+ or -) 6.18%
Bias 2.19%, positive bias on earnings.
With stock at 497.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 451.53 to 543.47
Based on AVERAGE one-day move over last 12 quarters: 466.75 to 528.25
Based on MAXIMUM one-day move over last 12 Q’s (12.0%): 43765 to 557.35
Based on DOWN max only (-9.0%): 452.63
Open to requests for other symbols.
EXAS earnings analysis
#Earnings $EXAS reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 29, 2019 AC -7.28%
July 30, 2019 AC -2.35%
April 30, 2019 AC -1.48%
Feb. 21, 2019 AC +10.51%
Oct. 30, 2018 AC +10.32%
Aug. 1, 2018 AC -12.66% Biggest DOWN
April 26, 2018 AC +11.63%
Feb. 22, 2018 AC -5.82%
Oct. 30, 2017 AC +9.76%
July 25, 2017 AC +6.21%
April 27, 2017 BO +26.63% Biggest UP
Feb. 21, 2017 BO +12.55%
Avg (+ or -) 9.77%
Bias 4.84%, positive bias on earnings.
With stock at 97.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 88.87 to 105.13
Based on AVERAGE one-day move over last 12 quarters: 87.53 to 106.47
Based on MAXIMUM one-day move over last 12 Q’s (26.6%): 71.17 to 122.83
Based on DOWN max only (-12.7%): 84.72
Open to requests for other symbols.
ROKU Earnings
#earnings #shortputs
$ROKU STO 2/14 120 put at 4.85
EXAS Earnings
#ShortPuts #Earnings – Jumping in early for tomorrow…
Sold EXAS FEB 14 2020 87.5 Puts @ 1.05
UAA earnings analysis
#Earnings $UAA reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters. I chose $UAA over $UA due to higher daily volume.
Nov. 4, 2019 BO -18.92%
July 30, 2019 BO -12.24%
May 2, 2019 BO +3.53%
Feb. 12, 2019 BO +6.88%
Oct. 30, 2018 BO +27.70% Biggest UP
July 26, 2018 BO +4.55%
May 1, 2018 BO +1.52%
Feb. 13, 2018 BO +17.35%
Oct. 31, 2017 BO -23.70%
Aug. 1, 2017 BO -4.52%
April 27, 2017 BO +9.94%
Jan. 31, 2017 BO -25.74% Biggest DOWN
Avg (+ or -) 13.05%
Bias -1.14%, negative bias on earnings.
With stock at 20.70 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 18.22 to 23.18
Based on AVERAGE one-day move over last 12 quarters: 18.00 to 23.40
Based on MAXIMUM one-day move over last 12 Q’s (27.7%): 14.97 to 26.43
Based on DOWN max only (-25.7%): 15.37
NOTE: 5-day max moves are -28.47% and +30.29%
Open to requests for other symbols.
REGN TNA TSLA ULTA WYNN
#ShortPuts #Earnings – On the golf course all week but still managed a few…
REGN: Earnings…
Bought to Close REGN FEB 07 2020 355.0 Put @ .05 (sold for 3.80)
TNA: Booking it…
Bought to Close TNA FEB 07 2020 67.5 Puts @ .05 (sold for 1.32)
TSLA: Back in on the big drop…
Sold TSLA MAR 06 2020 450.0 Put @ 4.00
ULTA: Still digging out…
Bought to Close ULTA FEB 07 2020 267.5 Put @ .04 (sold for 3.40)
WYNN: Earnings…out a couple weeks for some extra room.
Sold WYNN FEB 21 2020 123.0 Puts @ 2.08
Closing CTSH
#Earnings Sold to close $CTSH Feb07/Feb14 65 call calendars for .02. #DoubleCalendars bought for .28 on Wednesday. Long puts will be lottery ticket for next week.
PINS earnings analysis & trade
#Earnings $PINS reports tonight. Below are details on earnings one-day moves over its 3 quarters of existence.
Oct. 31, 2019 AC -17.02%
Aug. 1, 2019 AC +18.62%
May 16, 2019 AC -13.48%
Avg (+ or -) 16.37%
Bias -3.96%, negative bias on earnings.
With stock at 22.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 19.79 to 25.71
Based on AVERAGE one-day move over last 3 quarters: 19.03 to 26.47
Based on MAXIMUM one-day move over last 3 Q’s (18.6%): 18.51 to 26.99
Based on DOWN max only (-17.0%): 18.88
Open to requests for other symbols.
UBER earnings analysis & trade
#Earnings $UBER reports tonight. Below are details on earnings one-day moves over its 3 quarters of existence.
Nov. 4, 2019 AC -9.84%
Aug. 8, 2019 AC -6.79%
May 30, 2019 AC +1.53%
Avg (+ or -) 6.05%
Bias -5.03%%, negative bias on earnings.
With stock at 37.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 33.88 to 40.12
Based on AVERAGE one-day move over last 3 quarters: 34.76 to 39.24
Based on MAXIMUM one-day move over last 3 Q’s (9.8%): 33.36 to 40.64
Based on UP max only (+1.5%): 37.57
Open to requests for other symbols.
#earnings UBER Dbl Cal? Any…
#earnings
UBER Dbl Cal?
Any thoughts? The vol crush looks promising but, I’ve only done a few.
CMG TWTR Put Closed / HIIQ Roll Call (Present!)
#shortputs #earnings
$CMG BTC 2/7 820 put at .05. STO at 6.30 2/4.
$TWTR BTC 2/21 30 put at .03. STO 12/30 at 1.20. Thank you @fuzzballl
#coveredcalls
$HIIQ BTC 2/21 24 call and STO 3/20 26 call at added .55 credit. Earnings are 3/5.
TWTR closing
#Earnings Based on pre-market I set my first order for 3 of my 9 options to close too cheaply.
Sold (3) $TWTR Feb 7th 33.5 calls for 3.50. Then a few minutes later sold (5) for 4.60. Only 1 left.
#LongStrangles bought for 3.05 yesterday.
TWTR earnings analysis & trade
#Earnings $TWTR reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 24, 2019 BO -20.80% Biggest DOWN
July 26, 2019 BO +8.91%
April 23, 2019 BO +15.64%
Feb. 7, 2019 BO -9.83%
Oct. 25, 2018 BO +15.46%
July 27, 2018 BO -20.54%
April 25, 2018 BO -2.36%
Feb. 8, 2018 BO +12.15%
Oct. 26, 2017 BO +18.49% Biggest UP
July 27, 2017 BO -14.12%
April 26, 2017 BO +7.91%
Feb. 9, 2017 BO -12.33%
Avg (+ or -) 13.21%
Bias -0.12%, no significant bias on earnings.
With stock at 33.25 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 29.93 to 36.57
Based on AVERAGE one-day move over last 12 quarters: 28.86 to 37.64
Based on MAXIMUM one-day move over last 12 Q’s (20.8%): 26.33 to 40.17
Based on UP max only (+18.5%): 39.40
Open to requests for other symbols.
CTSH earnings analysis
#Earnings $CTSH reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 30, 2019 AC +1.75%
July 31, 2019 AC +1.94%
May 2, 2019 AC -11.04% Biggest DOWN
Feb. 6, 2019 BO +4.62%
Oct. 30, 2018 BO -3.90%
Aug. 2, 2018 BO -6.37%
May 7, 2018 BO -5.24%
Feb. 7, 2018 BO +3.54%
Nov. 1, 2017 BO -2.81%
Aug. 3, 2017 BO +2.08%
May 5, 2017 BO +4.06%
Feb. 8, 2017 BO +4.94% Biggest UP
Avg (+ or -) 4.36%
Bias -0.54%, negative bias on earnings.
With stock at 64.90 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 61.81 to 67.99
Based on AVERAGE one-day move over last 12 quarters: 62.07 to 67.73
Based on MAXIMUM one-day move over last 12 Q’s (11.0%): 57.74 to 72.06
Based on UP max only (+4.9%): 68.11
Open to requests for other symbols.
REGN earnings analysis
#Earnings $REGN reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 5, 2019 BO +6.93%
Aug. 6, 2019 BO +0.23%
May 7, 2019 BO -6.34% Biggest DOWN
Feb. 6, 2019 BO -3.43%
Nov. 6, 2018 BO +0.75%
Aug. 2, 2018 BO +6.99% Biggest UP
May 3, 2018 BO -1.25%
Feb. 8, 2018 BO -3.58%
Nov. 8, 2017 BO +2.66%
Aug. 3, 2017 BO -2.03%
May 4, 2017 BO +6.70%
Feb. 9, 2017 BO +1.91%
Avg (+ or -) 3.57%
Bias 0.80%, positive bias on earnings.
With stock at 367.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 348.22 TO 386.78
Based on AVERAGE one-day move over last 12 quarters: 354.39 TO 380.61
Based on MAXIMUM one-day move over last 12 Q’s (7.0%): 341.81 TO 393.19
Based on DOWN max only (-6.3%): 344.20
Open to requests for other symbols.
Options Bistro 